Compara mètodes

	Índex de Condició	Regressió per Mínims Quadrats Ordinàris (MQO)	Factor d'Inflació de la Variància (VIF)
Camp	Econometria	Econometria	Econometria
Família	Regression model	Regression model	Regression model
Any d'origen	1980	2019	1970
Autor original	Belsley, Kuh & Welsch	Wooldridge (textbook treatment); classical least squares	Donald Marquardt
Tipus	Collinearity diagnostic index	Linear regression	Diagnostic statistic
Font seminal	Belsley, D. A., Kuh, E., & Welsch, R. E. (1980). Regression Diagnostics: Identifying Influential Data and Sources of Collinearity. John Wiley & Sons. ISBN: 978-0-471-05856-4	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860	Marquardt, D. W. (1970). Generalized inverses, ridge regression, biased linear estimation, and nonlinear estimation. Technometrics, 12(3), 591–612.
Àlies	Belsley Condition Index, Collinearity Condition Index, Singular Value Condition Index, Koşul İndeksi	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu	VIF, Variance Inflation Index, Multicollinearity Inflation Factor, Varyans Enflasyon Faktörü
Relacionats	2	5	3
Resum	The Condition Index, introduced by Belsley, Kuh, and Welsch (1980), is a scalar measure derived from singular value decomposition of the scaled regressor matrix. It quantifies the degree of near-linear dependence among predictors in ordinary least squares regression, enabling analysts to detect collinearity that inflates coefficient variance and destabilises parameter estimates. Widely used in economics, social sciences, and biomedical research wherever OLS regression is applied.	Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).	The Variance Inflation Factor (VIF) is a scalar diagnostic statistic proposed by Donald Marquardt (1970) that quantifies how much the variance of an estimated regression coefficient increases due to linear dependence—multicollinearity—among the predictors in an ordinary least squares model. It is routinely applied in econometrics, social science, and biomedical research whenever analysts suspect that two or more independent variables move together closely enough to destabilize coefficient estimates.